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On optimal error rates for strong approximation of SDEs with a Hölder continuous drift coefficient

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Ellinger, Simon, Müller-Gronbach, Thomas, Yaroslavtseva, Larisa
Format:	Preprint
Publié:	2025
Sujets:	Probability Numerical Analysis 65C30, 65C20 (Primary), 60H10 (Secondary)
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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